+38.9%
EFX vs BB
-0.1%
+39.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -11.1% | -2.1% | -9.1% | -10.9% |
| 30D | -7.4% | -16.0% | +8.7% | -5.6% |
| 3M | +1.5% | -14.5% | +16.0% | +1.9% |
| 6M | -13.7% | +118.6% | -132.2% | -23.8% |
| YTD | -21.9% | +98.9% | -120.8% | -30.1% |
| 1Y | -30.8% | +99.5% | -130.3% | -38.5% |
| 3Y | -12.4% | +65.4% | -77.7% | -23.3% |
| 5Y | -35.9% | -27.6% | -8.3% | -40.7% |
| All | +38.9% | -0.1% | +39.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling